Access Statistics for Charles-Albert LEHALLE

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dealing with the Inventory Risk 0 1 3 4 1 9 24 26
Dealing with the Inventory Risk. A solution to the market making problem 0 1 13 75 5 15 70 208
Efficiency of the Price Formation Process in Presence of High Frequency Participants: a Mean Field Game analysis 1 2 16 51 1 3 38 84
General Intensity Shapes in Optimal Liquidation 1 1 4 25 1 1 12 73
Market Microstructure Knowledge Needed for Controlling an Intra-Day Trading Process 1 3 5 40 4 7 16 75
Optimal Portfolio Liquidation with Limit Orders 0 0 1 1 3 11 20 23
Optimal Portfolio Liquidation with Limit Orders 0 3 7 62 1 5 25 148
Optimal algorithmic trading and market microstructure 1 5 26 166 1 11 44 233
Optimal posting price of limit orders: learning by trading 1 1 4 47 1 9 16 136
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 1 3 32 0 1 7 53
Optimal split of orders across liquidity pools: a stochastic algorithm approach 0 0 1 83 0 1 5 151
Optimal starting times, stopping times and risk measures for algorithmic trading 1 3 7 53 3 6 26 112
Optimal starting times, stopping times and risk measures for algorithmic trading: Target Close and Implementation Shortfall 1 2 5 48 1 4 7 67
Optimal trading algorithms and selfsimilar processes: a p-variation approach 0 2 8 48 0 3 5 104
Realtime market microstructure analysis: online Transaction Cost Analysis 0 1 8 30 1 2 14 50
Simulating and analyzing order book data: The queue-reactive model 0 1 11 19 1 3 19 29
Total Working Papers 7 27 122 784 24 91 348 1,572


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CORPORATE LIQUIDITY, DIVIDEND POLICY AND DEFAULT RISK: OPTIMAL FINANCIAL POLICY AND AGENCY COSTS 1 2 6 79 1 7 19 246
Real-time market microstructure analysis: online transaction cost analysis 0 2 2 2 1 8 14 14
Total Journal Articles 1 4 8 81 2 15 33 260


Statistics updated 2015-03-02